Tue, Jan 6

Wed, Dec 17

Newedge Indices

Daily Indices

Index

Date

Return

MTD

YTD

Details

Newedge CTA Index

The Newedge CTA Index is equal-weighted and reconstituted annually and has become recognized as the key managed futures performance benchmark. The index calculates the net daily rate of return for a pool of CTAs selected from the largest managers open to new investment.

Newedge Short Term Traders Index

The Newedge Short-Term Traders Index is designed to track the daily performance of a portfolio of CTAs and Global Macro managers executing diversified trading strategies with a less than 10-day average holding period.

Monthly Indices

Index

Date

Return

YTD

Details

Newedge Macro Trading Index

Newedge Macro Trading Index (Quantitative)

Newedge Macro Trading Index (Discretionary)

The Newedge Macro Trading Index is a broad based performance measure for constituents that trade Global Macro strategies. These managers may typically employ top-down fundamental research to forecast the effect of global macroeconomic and political events on the valuation of financial instruments and are frequently focused on a diversified basket of instruments.

In order to be eligible for inclusion as a constituent program, individual programs must predominately trade a relevant Global Macro strategy, provide monthly performance data, and have AUM greater than USD 30 million.

Newedge Macro Trading Index (Discretionary)

Newedge Commodity Trading Index

Newedge Commodity Trading Index (Trading)

Newedge Commodity Trading Index (Equity)

The Newedge Commodity Trading Index is a broad based performance measure for constituents that trade commodity-related strategies. Commodity funds utilize a variety of investment strategies to profit from price moves in commodity markets. In order to be eligible for inclusion as a constituent program, individual programs must predominately trade a relevant Commodity strategy, provide monthly performance data, and have AUM greater than USD 30 million.

Newedge Commodity Trading Index (Equity)

Newedge Volatility Trading Index

The Newedge Volatility Trading Index was the first ever performance measure for volatility trading within the Alternative Investment industry. Designed to increase awareness of volatility trading as a hedge fund strategy, and as a benchmark index for the strategy, the Newedge Volatility Trading Index is an equally weighed, non-investable index of funds that trades volatility as an asset class.